✦ LIBER ✦

On estimation of the spectral measure of certain nonnormal operator stable laws

✍ Scribed by Hans-Peter Scheffler

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 93 KB
Volume: 43
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00277-6

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✦ Synopsis

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered.

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